Changeset 5656 in ntrip
- Timestamp:
- Mar 13, 2014, 11:49:27 AM (11 years ago)
- File:
-
- 1 edited
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trunk/BNC/src/bncmodel.cpp
r5158 r5656 909 909 Tracer tracer("bncModel::kalman"); 910 910 911 int nPar = AA.Ncols(); 912 #if 1 911 913 int nObs = AA.Nrows(); 912 int nPar = AA.Ncols();913 914 914 UpperTriangularMatrix SS = Cholesky(QQ).t(); 915 915 … … 937 937 dx = KT.t() * ll; 938 938 QQ << (SS.t() * SS); 939 #else 940 DiagonalMatrix Ql = PP.i(); 941 Matrix DD = QQ * AA.t(); 942 SymmetricMatrix SM(nPar); SM << AA * DD + Ql; 943 UpperTriangularMatrix UU = Cholesky(SM).t(); 944 UpperTriangularMatrix Ui = UU.i(); 945 Matrix EE = DD * Ui; 946 Matrix KK = EE * Ui.t(); 947 QQ << QQ - EE * EE.t(); 948 dx = KK * ll; 949 #endif 939 950 } 940 951
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